Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage (ESCoE DP 2019-07)
By: Deborah Gefang, Gary Koop, Aubrey Poon
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage (ESCoE DP 2019-07)
By: Deborah Gefang, Gary Koop, Aubrey Poon
By: Deborah Gefang, Gary Koop, Aubrey Poon
By: Jyldyz Djumalieva, Stef Garasto, Cath Sleeman
By: Nicholas Bloom, Takafumi Kawakubo, Charlotte Chunming Meng, Paul Mizen, Rebecca Riley, Tatsuro Senga, John Van Reenen